-48.4%
CELH vs FIX
+14.3%
-62.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -15.1% | +17.7% | +3.2% |
| 7D | +9.9% | -18.9% | +28.8% | +10.9% |
| 30D | +11.7% | -36.3% | +48.0% | +15.0% |
| 3M | +4.1% | -38.5% | +42.6% | +7.5% |
| 6M | -8.4% | -42.3% | +33.9% | -6.6% |
| YTD | -32.8% | +17.1% | -49.9% | -51.3% |
| 1Y | -48.4% | +14.4% | -62.8% | -62.6% |
| All | -48.4% | +14.3% | -62.6% | -62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling